Trading Metrics calculated at close of trading on 06-Jun-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2013 |
06-Jun-2013 |
Change |
Change % |
Previous Week |
Open |
15,105 |
14,885 |
-220 |
-1.5% |
15,270 |
High |
15,130 |
14,973 |
-157 |
-1.0% |
15,435 |
Low |
14,863 |
14,766 |
-97 |
-0.7% |
15,031 |
Close |
14,889 |
14,963 |
74 |
0.5% |
15,031 |
Range |
267 |
207 |
-60 |
-22.5% |
404 |
ATR |
161 |
164 |
3 |
2.1% |
0 |
Volume |
1,094 |
1,750 |
656 |
60.0% |
1,323 |
|
Daily Pivots for day following 06-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,522 |
15,449 |
15,077 |
|
R3 |
15,315 |
15,242 |
15,020 |
|
R2 |
15,108 |
15,108 |
15,001 |
|
R1 |
15,035 |
15,035 |
14,982 |
15,072 |
PP |
14,901 |
14,901 |
14,901 |
14,919 |
S1 |
14,828 |
14,828 |
14,944 |
14,865 |
S2 |
14,694 |
14,694 |
14,925 |
|
S3 |
14,487 |
14,621 |
14,906 |
|
S4 |
14,280 |
14,414 |
14,849 |
|
|
Weekly Pivots for week ending 31-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,378 |
16,108 |
15,253 |
|
R3 |
15,974 |
15,704 |
15,142 |
|
R2 |
15,570 |
15,570 |
15,105 |
|
R1 |
15,300 |
15,300 |
15,068 |
15,233 |
PP |
15,166 |
15,166 |
15,166 |
15,132 |
S1 |
14,896 |
14,896 |
14,994 |
14,829 |
S2 |
14,762 |
14,762 |
14,957 |
|
S3 |
14,358 |
14,492 |
14,920 |
|
S4 |
13,954 |
14,088 |
14,809 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
15,295 |
14,766 |
529 |
3.5% |
216 |
1.4% |
37% |
False |
True |
789 |
10 |
15,435 |
14,766 |
669 |
4.5% |
202 |
1.3% |
29% |
False |
True |
548 |
20 |
15,447 |
14,766 |
681 |
4.6% |
159 |
1.1% |
29% |
False |
True |
306 |
40 |
15,447 |
14,312 |
1,135 |
7.6% |
141 |
0.9% |
57% |
False |
False |
192 |
60 |
15,447 |
14,241 |
1,206 |
8.1% |
119 |
0.8% |
60% |
False |
False |
131 |
80 |
15,447 |
13,642 |
1,805 |
12.1% |
93 |
0.6% |
73% |
False |
False |
99 |
100 |
15,447 |
13,279 |
2,168 |
14.5% |
75 |
0.5% |
78% |
False |
False |
79 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,853 |
2.618 |
15,515 |
1.618 |
15,308 |
1.000 |
15,180 |
0.618 |
15,101 |
HIGH |
14,973 |
0.618 |
14,894 |
0.500 |
14,870 |
0.382 |
14,845 |
LOW |
14,766 |
0.618 |
14,638 |
1.000 |
14,559 |
1.618 |
14,431 |
2.618 |
14,224 |
4.250 |
13,886 |
|
|
Fisher Pivots for day following 06-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
14,932 |
14,996 |
PP |
14,901 |
14,985 |
S1 |
14,870 |
14,974 |
|